有価証券報告書(内国投資信託受益証券)-第35期(平成26年11月26日-平成27年5月25日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (平成27年 5月25日現在)
該当事項はありません。
(2)株式以外の有価証券 (平成27年 5月25日現在)
(注1)通貨種類毎の小計欄の( )内は、邦貨換算額であります。
(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。
(注3)比率は左より組入時価の純資産に対する比率、および各小計欄の合計金額に対する比率であります。
第2.デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
財務諸表における注記事項として記載しているため省略しております。
第1.有価証券明細表
(1)株式 (平成27年 5月25日現在)
該当事項はありません。
(2)株式以外の有価証券 (平成27年 5月25日現在)
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | 日本円 | 第336回利付国債(2年) | 79,400,000 | 79,453,198 | |
| 第349回利付国債(2年) | 38,400,000 | 38,472,576 | |||
| 第92回利付国債(5年) | 18,500,000 | 18,517,760 | |||
| 第100回利付国債(5年) | 65,850,000 | 66,114,058 | |||
| 第7回利付国債(40年) | 9,200,000 | 9,499,828 | |||
| 第333回利付国債(10年) | 20,800,000 | 21,244,496 | |||
| 第143回利付国債(20年) | 68,600,000 | 74,653,950 | |||
| 第150回利付国債(20年) | 56,050,000 | 58,264,535 | |||
| 小計 | 銘柄数:8 | 356,800,000 | 366,220,401 | ||
| 組入時価比率:9.8% | 10.1% | ||||
| 米ドル | REPUBLIC OF INDONESIA | 225,000.00 | 217,968.75 | ||
| UNITED MEXICAN STATES | 700,000.00 | 795,375.00 | |||
| US TREASURY | 315,000.00 | 314,995.27 | |||
| US TREASURY | 145,000.00 | 145,781.55 | |||
| US TREASURY | 625,000.00 | 624,268.75 | |||
| US TREASURY | 320,000.00 | 320,201.60 | |||
| US TREASURY | 75,000.00 | 75,908.25 | |||
| US TREASURY | 275,000.00 | 270,058.25 | |||
| US TREASURY | 445,000.00 | 435,926.45 | |||
| US TREASURY | 90,000.00 | 100,807.20 | |||
| US TREASURY | 30,000.00 | 33,623.40 | |||
| US TREASURY | 180,000.00 | 184,149.00 | |||
| US TREASURY | 230,000.00 | 229,622.80 | |||
| US TSY INFL IX N/B | 397,600.00 | 405,888.52 | |||
| 小計 | 銘柄数:14 | 4,052,600.00 | 4,154,574.79 | ||
| (505,611,751) | |||||
| 組入時価比率:13.6% | 14.0% | ||||
| メキシコペソ | MEXICAN BONOS | 2,555,000.00 | 3,309,527.27 | ||
| MEXICAN BONOS | 3,295,000.00 | 3,740,299.48 | |||
| 小計 | 銘柄数:2 | 5,850,000.00 | 7,049,826.75 | ||
| (56,187,119) | |||||
| 組入時価比率:1.5% | 1.6% | ||||
| ユーロ | BELGIUM KINGDOM | 95,000.00 | 90,204.59 | ||
| BELGIUM KINGDOM | 37,746.00 | 56,310.65 | |||
| BUNDESREPUB.DEUTSCHLAND | 145,000.00 | 164,259.04 | |||
| BUNDESREPUB.DEUTSCHLAND | 645,000.00 | 638,631.86 | |||
| BUONI POLIENNALI DEL TES | 260,000.00 | 283,523.76 | |||
| BUONI POLIENNALI DEL TES | 40,000.00 | 43,203.76 | |||
| BUONI POLIENNALI DEL TES | 70,000.00 | 80,609.48 | |||
| BUONI POLIENNALI DEL TES | 180,000.00 | 207,116.28 | |||
| BUONI POLIENNALI DEL TES | 327,000.00 | 327,297.88 | |||
| BUONI POLIENNALI DEL TES | 125,000.00 | 152,410.00 | |||
| BUONI POLIENNALI DEL TES | 180,000.00 | 164,270.88 | |||
| BUONI POLIENNALI DEL TES | 15,000.00 | 20,714.43 | |||
| FRENCH TREASURY | 25,000.00 | 29,532.00 | |||
| FRENCH TREASURY | 110,000.00 | 177,809.61 | |||
| IRISH GOVERNMENT | 165,000.00 | 165,673.20 | |||
| IRISH GOVERNMENT | 80,000.00 | 95,328.00 | |||
| IRISH GOVERNMENT | 40,000.00 | 55,196.00 | |||
| SPANISH GOVERNMENT | 215,000.00 | 221,608.24 | |||
| SPANISH GOVERNMENT | 150,000.00 | 182,850.75 | |||
| SPANISH GOVERNMENT | 160,000.00 | 152,682.23 | |||
| SPANISH GOVERNMENT | 110,000.00 | 137,080.90 | |||
| SPANISH GOVERNMENT | 50,000.00 | 72,850.70 | |||
| 小計 | 銘柄数:22 | 3,224,746.00 | 3,519,164.24 | ||
| (470,512,258) | |||||
| 組入時価比率:12.6% | 13.0% | ||||
| 英ポンド | UK TREASURY | 180,000.00 | 179,927.82 | ||
| UK TREASURY | 75,000.00 | 75,677.25 | |||
| UK TREASURY | 465,000.00 | 474,867.30 | |||
| UK TREASURY | 80,000.00 | 89,579.68 | |||
| UK TREASURY | 165,000.00 | 227,028.78 | |||
| UK TREASURY | 140,000.00 | 144,566.10 | |||
| UK TREASURY | 115,000.00 | 146,179.95 | |||
| UK TREASURY | 65,000.00 | 85,210.12 | |||
| UK TREASURY | 120,000.00 | 165,721.20 | |||
| UK TREASURY | 90,000.00 | 101,362.14 | |||
| 小計 | 銘柄数:10 | 1,495,000.00 | 1,690,120.34 | ||
| (318,351,067) | |||||
| 組入時価比率:8.5% | 8.8% | ||||
| スウェーデンクローナ | SWEDISH GOVERNMENT | 305,000.00 | 368,284.45 | ||
| 小計 | 銘柄数:1 | 305,000.00 | 368,284.45 | ||
| (5,332,758) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| ポーランドズロチ | POLAND GOVERNMENT | 340,000.00 | 404,218.86 | ||
| 小計 | 銘柄数:1 | 340,000.00 | 404,218.86 | ||
| (13,080,522) | |||||
| 組入時価比率:0.4% | 0.4% | ||||
| ロシアルーブル | RUSSIAN GOVERNMENT | 2,210,000.00 | 1,837,615.00 | ||
| 小計 | 銘柄数:1 | 2,210,000.00 | 1,837,615.00 | ||
| (4,483,780) | |||||
| 組入時価比率:0.1% | 0.1% | ||||
| オーストラリアドル | AUSTRALIAN GOVERNMENT | 355,000.00 | 420,028.54 | ||
| 小計 | 銘柄数:1 | 355,000.00 | 420,028.54 | ||
| (39,923,712) | |||||
| 組入時価比率:1.1% | 1.1% | ||||
| マレーシアリンギット | MALAYSIAN GOVERNMENT | 235,000.00 | 235,361.90 | ||
| 小計 | 銘柄数:1 | 235,000.00 | 235,361.90 | ||
| (7,941,110) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 南アフリカランド | REPUBLIC OF SOUTH AFRICA | 6,220,000.00 | 6,376,905.72 | ||
| REPUBLIC OF SOUTH AFRICA | 3,400,000.00 | 4,036,819.99 | |||
| 小計 | 銘柄数:2 | 9,620,000.00 | 10,413,725.71 | ||
| (106,324,139) | |||||
| 組入時価比率:2.9% | 2.9% | ||||
| 国債証券計 | 1,893,968,617 | ||||
| (1,527,748,216) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 90,000.00 | 133,436.70 | |
| TEXAS ST TRANSN COMMN | 100,000.00 | 116,126.00 | |||
| 小計 | 銘柄数:2 | 190,000.00 | 249,562.70 | ||
| (30,371,780) | |||||
| 組入時価比率:0.8% | 0.8% | ||||
| 地方債証券計 | 30,371,780 | ||||
| (30,371,780) | |||||
| 特殊債券 | 米ドル | FANNIE MAE | 75,000.00 | 68,530.50 | |
| FNMA 30 YR 357854 | 372,171.60 | 422,938.11 | |||
| FNMA 30 YR TBA 28296 | 325,000.00 | 345,921.87 | |||
| FNMA 30 YR TBA 41990 | 130,000.00 | 147,123.44 | |||
| FNMA AQ0665 | 19,957.46 | 20,233.43 | |||
| FNMA AT4165 | 807,280.88 | 815,416.73 | |||
| GNMAII 30YR TBA 2752 | 295,000.00 | 307,364.65 | |||
| 小計 | 銘柄数:7 | 2,024,409.94 | 2,127,528.73 | ||
| (258,920,246) | |||||
| 組入時価比率:6.9% | 7.2% | ||||
| カナダドル | CANADA HOUSING TRUST | 600,000.00 | 612,570.00 | ||
| CANADA HOUSING TRUST | 90,000.00 | 99,212.40 | |||
| 小計 | 銘柄数:2 | 690,000.00 | 711,782.40 | ||
| (70,452,221) | |||||
| 組入時価比率:1.9% | 1.9% | ||||
| ユーロ | CAISSE FRANCAISE DE FINA | 37,000.00 | 40,677.17 | ||
| FADE | 100,000.00 | 107,170.60 | |||
| FMS WERTMANAGEMENT | 100,000.00 | 118,713.90 | |||
| KFW | 180,000.00 | 205,490.34 | |||
| 小計 | 銘柄数:4 | 417,000.00 | 472,052.01 | ||
| (63,113,353) | |||||
| 組入時価比率:1.7% | 1.7% | ||||
| 特殊債券計 | 392,485,820 | ||||
| (392,485,820) | |||||
| 社債券 | 米ドル | 21ST CENTURY FOX AMERICA | 10,000.00 | 10,134.90 | |
| ABBVIE INC | 45,000.00 | 44,739.90 | |||
| ABBVIE INC | 66,000.00 | 65,819.82 | |||
| ACTAVIS FUNDING SCS | 44,000.00 | 44,462.44 | |||
| ACTAVIS FUNDING SCS | 24,000.00 | 24,129.12 | |||
| ACTAVIS FUNDING SCS | 42,000.00 | 41,869.80 | |||
| AETNA INC | 100,000.00 | 130,369.00 | |||
| AFLAC INC | 30,000.00 | 30,183.00 | |||
| AMERICAN INTL GROUP | 65,000.00 | 67,665.65 | |||
| AMERICAN TOWER CORP | 105,000.00 | 108,102.75 | |||
| AT&T INC | 10,000.00 | 9,440.80 | |||
| BAE SYSTEMS HOLDINGS INC | 75,000.00 | 76,673.25 | |||
| BANK OF AMERICA CORP | 50,000.00 | 55,476.00 | |||
| BANK OF AMERICA CORP | 47,000.00 | 47,220.43 | |||
| BANK OF AMERICA CORP | 100,000.00 | 104,954.00 | |||
| BECTON DICKINSON AND CO | 26,000.00 | 26,289.38 | |||
| BECTON DICKINSON AND CO | 18,000.00 | 18,263.88 | |||
| BNP PARIBAS | 33,000.00 | 33,049.50 | |||
| BP CAPITAL MARKETS PLC | 95,000.00 | 95,315.30 | |||
| BRITISH TELECOM PLC | 15,000.00 | 23,490.15 | |||
| CANADIAN PACIFIC PR CO | 69,000.00 | 78,033.48 | |||
| CAS 2014-C01 M1 | 70,393.64 | 70,969.95 | |||
| CAS 2014-C02 1M1 | 71,623.80 | 71,336.80 | |||
| CAS 2014-C04 2M1 | 70,701.32 | 71,408.30 | |||
| CAS 2014-CO4 1M1 | 111,770.54 | 112,792.01 | |||
| CAS 2015-CO2 2M1 | 75,000.00 | 75,000.10 | |||
| CBS CORP | 50,000.00 | 49,890.50 | |||
| CGCMT 2006-C4 A1A | 82,120.43 | 84,357.30 | |||
| CITIGROUP INC | 70,000.00 | 68,519.36 | |||
| COMM 2013-CR6 A2 | 235,000.00 | 238,599.02 | |||
| COMM 2013-CR6 D | 100,000.00 | 94,119.70 | |||
| COMM 2014-KYO A | 100,000.00 | 99,936.90 | |||
| COMM 2014-SAVA A | 100,000.00 | 99,822.90 | |||
| DEUTSCHE TELEKOM INT FIN | 150,000.00 | 154,544.40 | |||
| DIRECTV HOLDINGS/FING | 20,000.00 | 21,911.60 | |||
| DIRECTV HOLDINGS/FING | 40,000.00 | 40,870.40 | |||
| DIRECTV HOLDINGS/FING | 55,000.00 | 57,362.80 | |||
| DISCOVERY COMMUNICATIONS | 21,000.00 | 20,189.61 | |||
| DOW CHEMICAL | 34,000.00 | 41,918.94 | |||
| ECOPETROL SA | 20,000.00 | 21,800.00 | |||
| ECOPETROL SA | 26,000.00 | 24,642.80 | |||
| EL FONDO MIVIVIENDA SA | 150,000.00 | 147,937.50 | |||
| ENERGY TRANSFER PARTNERS | 60,000.00 | 62,451.00 | |||
| ENERGY TRANSFER PARTNERS | 19,000.00 | 18,424.49 | |||
| ENLINK MIDSTREAM PARTNER | 80,000.00 | 79,525.60 | |||
| EOG RESOURCES | 150,000.00 | 161,713.50 | |||
| EXELON GENERATION CO LLC | 80,000.00 | 83,074.40 | |||
| FORD MOTOR CREDIT CO | 200,000.00 | 231,584.00 | |||
| GLENCORE FUNDING LLC | 39,000.00 | 38,893.53 | |||
| GLENCORE FUNDING LLC | 22,000.00 | 21,845.56 | |||
| GOLDMAN SACHS GROUP | 30,000.00 | 29,950.38 | |||
| GSMS 2011-GC5 D | 75,000.00 | 79,204.87 | |||
| GSMS 2013-G1 A2 | 115,000.00 | 115,781.08 | |||
| ING GROEP NV | 32,000.00 | 32,464.00 | |||
| INTL PAPER CO | 65,000.00 | 64,737.40 | |||
| JPMCC 2014- INN A | 100,000.00 | 99,751.20 | |||
| JPMORGAN CHASE & CO | 35,000.00 | 37,961.00 | |||
| KINDER MORGAN ENER PART | 11,000.00 | 10,967.33 | |||
| KINDER MORGAN ENER PART | 60,000.00 | 57,424.80 | |||
| KINDER MORGAN INC | 46,000.00 | 49,109.60 | |||
| KLA-TENCOR CORP | 55,000.00 | 55,976.25 | |||
| KROGER CO | 13,000.00 | 13,231.53 | |||
| LLOYDS TSB BANK PLC | 100,000.00 | 117,117.00 | |||
| LNSTR 2014-2 A1 | 63,335.23 | 63,354.99 | |||
| LORILLARD TOBACCO CO | 30,000.00 | 30,015.30 | |||
| MACYS RETAIL HLDGS INC | 56,000.00 | 58,817.36 | |||
| MARRIOTT INTERNATIONAL | 95,000.00 | 99,644.55 | |||
| MEDTRONIC INC | 85,000.00 | 86,497.70 | |||
| MIDAMERICAN ENERGY | 100,000.00 | 121,913.00 | |||
| MLMT 2006-C2 A1A | 95,745.82 | 99,968.78 | |||
| MONONGAHELA POWER CO | 40,000.00 | 42,331.60 | |||
| MORGAN STANLEY | 55,000.00 | 55,366.30 | |||
| MORGAN STANLEY | 35,000.00 | 35,704.90 | |||
| MURRAY ST INV TRUST I | 13,000.00 | 13,713.96 | |||
| NISSAN MOTOR ACCEPTANCE | 95,000.00 | 96,061.15 | |||
| NOBLE ENERGY INC | 75,000.00 | 89,628.75 | |||
| NOBLE HOLDING INTL LTD | 12,000.00 | 12,229.80 | |||
| NOMURA HOLDINGS INC | 109,000.00 | 109,900.34 | |||
| ONEOK PARTNERS LP | 21,000.00 | 21,574.77 | |||
| PENSKE TRUCK LEASING/PTL | 80,000.00 | 78,613.40 | |||
| PETROLEOS MEXICA PEMEX | 15,000.00 | 15,061.50 | |||
| PETROLEOS MEXICANOS | 105,000.00 | 101,304.00 | |||
| PLAINS ALL AMER PIPELINE | 33,000.00 | 32,230.44 | |||
| PRUDENTIAL FINANCIAL INC | 90,000.00 | 94,837.50 | |||
| QUALCOMM INC | 75,000.00 | 74,939.25 | |||
| RABOBANK CAP FD TRST III | 80,000.00 | 82,800.00 | |||
| RAIZEN ENERGY FINANCE | 100,000.00 | 106,250.00 | |||
| REYNOLDS AMERICAN INC | 60,000.00 | 58,899.60 | |||
| RSO 2014-CRE2 A | 100,000.00 | 99,140.98 | |||
| SBA TOWER TRUST | 25,000.00 | 25,128.87 | |||
| SBA TOWER TRUST | 25,000.00 | 25,430.67 | |||
| SEAGATE HDD CAYMAN | 28,000.00 | 28,500.64 | |||
| SOUTHERN CAL EDISON | 73,000.00 | 78,923.95 | |||
| SOUTHWEST AIRLINES CO | 90,000.00 | 96,117.30 | |||
| SOUTHWESTERN ENERGY CO | 39,000.00 | 39,104.91 | |||
| SRPT 2014-STAR A | 100,000.00 | 100,130.31 | |||
| STACR 2015-HQ1 M2 | 250,000.00 | 252,267.27 | |||
| STATE STREET CORP | 40,000.00 | 41,982.00 | |||
| SUAM FINANCE BV | 100,000.00 | 103,741.00 | |||
| SVENSKA HANDELSBANKEN AB | 250,000.00 | 258,007.50 | |||
| TECO FINANCE INC | 45,000.00 | 46,131.30 | |||
| TECO FINANCE INC | 50,000.00 | 55,919.50 | |||
| TIME WARNER CABLE INC | 20,000.00 | 17,854.00 | |||
| TIME WARNER INC | 95,000.00 | 95,516.80 | |||
| TRANS-ALLEGHENY INTERSTA | 28,000.00 | 28,492.75 | |||
| TRANSOCEAN INC | 55,000.00 | 53,693.75 | |||
| TYSON FOODS INC | 18,000.00 | 18,246.78 | |||
| TYSON FOODS INC | 58,000.00 | 59,642.56 | |||
| UNION ELECTRIC CO | 25,000.00 | 29,229.50 | |||
| VERIZON COMMUNICATIONS | 160,000.00 | 175,460.80 | |||
| VERIZON COMMUNICATIONS | 45,000.00 | 54,373.05 | |||
| VIACOM INC | 48,000.00 | 47,668.80 | |||
| WILLIAMS PARTNERS LP | 100,000.00 | 102,925.00 | |||
| WILLIAMS PARTNERS LP | 25,000.00 | 24,482.25 | |||
| YAMANA GOLD INC | 78,000.00 | 76,771.50 | |||
| 小計 | 銘柄数:115 | 7,696,690.78 | 7,981,344.64 | ||
| (971,329,642) | |||||
| 組入時価比率:26.1% | 26.9% | ||||
| カナダドル | BELL CANADA | 18,000.00 | 18,927.72 | ||
| BELL CANADA | 28,000.00 | 29,160.32 | |||
| BELL CANADA | 20,000.00 | 22,181.80 | |||
| ROGERS COMMUNICATIONS IN | 35,000.00 | 37,366.35 | |||
| 小計 | 銘柄数:4 | 101,000.00 | 107,636.19 | ||
| (10,653,830) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| ユーロ | BANK OF IRELAND MTGE BNK | 115,000.00 | 115,697.59 | ||
| BARCLAYS BANK PLC | 80,000.00 | 103,438.40 | |||
| BMW US CAPITAL LLC | 100,000.00 | 100,026.10 | |||
| CIE FINANCEMENT FONCIER | 100,000.00 | 100,959.00 | |||
| COMMONWEALTH BANK AUSTRA | 150,000.00 | 173,939.70 | |||
| COMMONWEALTH BANK AUSTRA | 100,000.00 | 98,660.60 | |||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 103,708.60 | |||
| CREDIT AGRICOLE HOME LOA | 100,000.00 | 110,546.50 | |||
| CREDIT SUISSE GUERNSEY | 100,000.00 | 101,204.10 | |||
| DANSKE BANK AS | 100,000.00 | 100,645.30 | |||
| DEXIA CREDIT LOCAL | 300,000.00 | 324,934.80 | |||
| DEXIA CREDIT LOCAL | 50,000.00 | 49,938.60 | |||
| DEXIA MUNICIPAL AGENCY | 30,000.00 | 31,105.08 | |||
| DEXIA MUNICIPAL AGENCY | 8,000.00 | 8,367.98 | |||
| NATIONAL BANK OF CANADA | 100,000.00 | 106,235.30 | |||
| NATIONWIDE BLDG SOCIETY | 140,000.00 | 146,092.10 | |||
| NATIONWIDE BLDG SOCIETY | 110,000.00 | 118,303.90 | |||
| NORDEA BANK FINLAND PLC | 100,000.00 | 108,349.00 | |||
| NORDEA BANK FINLAND PLC | 115,000.00 | 121,162.39 | |||
| SANTANDER CONSUMER FINAN | 100,000.00 | 103,156.50 | |||
| WESTPAC BANKING CORP | 105,000.00 | 105,604.59 | |||
| 小計 | 銘柄数:21 | 2,203,000.00 | 2,332,076.13 | ||
| (311,798,578) | |||||
| 組入時価比率:8.4% | 8.6% | ||||
| 英ポンド | ABN AMRO BANK NV | 30,000.00 | 30,431.10 | ||
| 小計 | 銘柄数:1 | 30,000.00 | 30,431.10 | ||
| (5,732,001) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 社債券計 | 1,299,514,051 | ||||
| (1,299,514,051) | |||||
| 合計 | 3,616,340,268 | ||||
| (3,250,119,867) | |||||
(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。
(注3)比率は左より組入時価の純資産に対する比率、および各小計欄の合計金額に対する比率であります。
第2.デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
財務諸表における注記事項として記載しているため省略しております。
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
